A Note on Unemployment Persistence and Quantile Parameter Heterogeneity

Corrado Andini and Monica Andini

No 8819, IZA Discussion Papers from Institute of Labor Economics (IZA)

Abstract: The standard approach to the estimation of unemployment persistence assumes that quantile parameter heterogeneity does not matter. Using panel quantile autoregression techniques on state-level data for the United States (1980-2010), we suggest that it does.

Keywords: unemployment; quantile regression; dynamic models (search for similar items in EconPapers)
JEL-codes: C23 J64 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2015-01
New Economics Papers: this item is included in nep-lab
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Citations: View citations in EconPapers (1)

Published - extended version published in: Macroeconomic Dynamics, 2018, 22 (5), 1298-1320

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